English
Related papers

Related papers: Physics-inspired forms of the Bayesian Cram\'er-Ra…

200 papers

In quantum metrology, it is widely believed that the quantum Cramer-Rao bound is attainable bound while it is not true. In order to clarify this point, we explain why the quantum Cramer-Rao bound cannot be attained geometrically. In this…

Quantum Physics · Physics 2016-06-27 Masahito Hayashi , Sai Vinjanampathy , L. C. Kwek

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

Information Theory · Computer Science 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

In a unified viewpoint in quantum channel estimation, we compare the Cramer-Rao and the mini-max approaches, which gives the Bayesian bound in the group covariant model. For this purpose, we introduce the local asymptotic mini-max bound,…

Quantum Physics · Physics 2011-06-24 Masahito Hayashi

The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…

Information Theory · Computer Science 2021-06-11 Manuel S. Stein

The Cramer-Rao product of the Fisher information and the variance of a probability density \rho(x), defined on a domain \Delta \in R^D, is found to have a minimum value reached by the density associated with the ground state of the harmonic…

Mathematical Physics · Physics 2010-01-20 J. S. Dehesa , A. R. Plastino , P. Sanchez-Moreno , C. Vignat

The Cramer-Rao bound, satisfied by classical Fisher information, a key quantity in information theory, has been shown in different contexts to give rise to the Heisenberg uncertainty principle of quantum mechanics. In this paper, we show…

Quantum Physics · Physics 2022-11-23 Yakov Bloch , Eliahu Cohen

In his 2005 paper, S.T. Smith proposed an intrinsic Cram\'er-Rao bound on the variance of estimators of a parameter defined on a Riemannian manifold. In the present technical note, we consider the special case where the parameter lives in a…

Systems and Control · Computer Science 2015-09-17 Silvère Bonnabel , Axel Barrau

In some estimation problems, not all the parameters can be identified, which results in singularity of the Fisher Information Matrix (FIM). The Cram\'er-Rao Bound (CRB), which is the inverse of the FIM, is then not defined. To regularize…

Information Theory · Computer Science 2018-07-24 Elisabeth de Carvalho , Dirk Slock

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Machine Learning · Statistics 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

In random parameter estimation, Bayesian lower bounds (BLBs) for the mean-square error have been noticed to not be tight in a number of cases, even when the sample size, or the signal-to-noise ratio, grow to infinity. In this paper, we…

Information Theory · Computer Science 2019-07-24 Lucien Bacharach , Carsten Fritsche , Umut Orguner , Eric Chaumette

To any parametric family of states of a finite level quantum system we associate a space of Fisher maps and introduce the natural notions of Cram\'er-Rao-Bhattacharya tensor and Fisher information form. This leads us to an abstract…

Probability · Mathematics 2009-07-14 K. R. Parthasarathy

A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds which not only utilizes the observation statistics but also…

Statistics Theory · Mathematics 2023-03-02 Shuo Tang , Gerald LaMountain , Tales Imbiriba , Pau Closas

For a class of Riemannian manifolds with boundary that includes all negatively curved manifolds with strictly convex boundary, we establish H\"older type stability estimates in the geometric inverse problem of determining the electric…

Analysis of PDEs · Mathematics 2022-07-19 Victor Arnaiz , Colin Guillarmou

Here we describe the quantum limit to measurement of the classical gravitational field. Specifically, we write down the optimal quantum Cramer-Rao lower bound, for any single parameter describing a metric for spacetime. The standard…

General Relativity and Quantum Cosmology · Physics 2012-11-07 T. G. Downes , G. J. Milburn , C. M. Caves

Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…

Quantum Physics · Physics 2021-03-17 Simon Morelli , Ayaka Usui , Elizabeth Agudelo , Nicolai Friis

We propose a novel Riemannian geometric framework for variational inference in Bayesian models based on the nonparametric Fisher-Rao metric on the manifold of probability density functions. Under the square-root density representation, the…

Methodology · Statistics 2019-03-29 Abhijoy Saha , Karthik Bharath , Sebastian Kurtek

Uncertainty propagation and filtering can be interpreted as gradient flows with respect to suitable metrics in the infinite dimensional manifold of probability density functions. Such a viewpoint has been put forth in recent literature, and…

Optimization and Control · Mathematics 2017-10-31 Abhishek Halder , Tryphon T. Georgiou

How precisely can we estimate cosmological parameters by performing a quantum measurement on a cosmological quantum state? In quantum estimation theory the variance of an unbiased parameter estimator is bounded from below by the inverse of…

General Relativity and Quantum Cosmology · Physics 2017-10-17 Marcello Rotondo , Yasusada Nambu

I propose classical and quantum limits to the statistical resolution of two incoherent optical point sources from the perspective of minimax parameter estimation. Unlike earlier results based on the Cram\'er-Rao bound, the limits proposed…

Quantum Physics · Physics 2017-10-26 Mankei Tsang

Advanced super-resolution imaging techniques require specific approaches for accurate and consistent estimation of the achievable spatial resolution. Fisher information supplied to Cramer-Rao bound (CRB) has proved to be a powerful and…